feat(backtest): event-driven engine with 1-bar exec delay

Engine sincrono bar-per-bar con delay 1: segnale a t-1 esegue a open di t
per evitare lookahead. Position sizing 1 unit, fees su entry+exit,
mark-to-market su close, chiusura forzata posizione open a fine serie.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

tests/unit/test_backtest_engine.py

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+import numpy as np
+import pandas as pd
+import pytest
+
+from multi_swarm.backtest.engine import BacktestEngine
+from multi_swarm.backtest.orders import Side
+
+
+@pytest.fixture
+def trending_ohlcv() -> pd.DataFrame:
+    idx = pd.date_range("2024-01-01", periods=100, freq="1h", tz="UTC")
+    close = np.linspace(100, 120, 100)
+    df = pd.DataFrame(
+        {"open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0},
+        index=idx,
+    )
+    return df
+
+
+def test_engine_no_signals_zero_pnl(trending_ohlcv: pd.DataFrame) -> None:
+    signals = pd.Series([Side.FLAT] * len(trending_ohlcv), index=trending_ohlcv.index)
+    engine = BacktestEngine(fees_bp=5.0)
+    result = engine.run(trending_ohlcv, signals)
+    assert result.equity_curve.iloc[-1] == pytest.approx(0.0)
+    assert len(result.trades) == 0
+
+
+def test_engine_long_in_uptrend_makes_profit(trending_ohlcv: pd.DataFrame) -> None:
+    signals = pd.Series([Side.LONG] * len(trending_ohlcv), index=trending_ohlcv.index)
+    engine = BacktestEngine(fees_bp=5.0)
+    result = engine.run(trending_ohlcv, signals)
+    assert result.equity_curve.iloc[-1] > 0
+    assert len(result.trades) == 1
+    assert result.trades[0].side == Side.LONG
+
+
+def test_engine_position_flips_on_side_change(trending_ohlcv: pd.DataFrame) -> None:
+    half = len(trending_ohlcv) // 2
+    signals = pd.Series(
+        [Side.LONG] * half + [Side.SHORT] * (len(trending_ohlcv) - half),
+        index=trending_ohlcv.index,
+    )
+    engine = BacktestEngine(fees_bp=5.0)
+    result = engine.run(trending_ohlcv, signals)
+    assert len(result.trades) == 2
+    assert result.trades[0].side == Side.LONG
+    assert result.trades[1].side == Side.SHORT
+
+
+def test_engine_fees_are_subtracted(trending_ohlcv: pd.DataFrame) -> None:
+    signals = pd.Series([Side.LONG] * len(trending_ohlcv), index=trending_ohlcv.index)
+    engine_no_fees = BacktestEngine(fees_bp=0.0)
+    engine_fees = BacktestEngine(fees_bp=10.0)
+    r1 = engine_no_fees.run(trending_ohlcv, signals)
+    r2 = engine_fees.run(trending_ohlcv, signals)
+    assert r1.equity_curve.iloc[-1] > r2.equity_curve.iloc[-1]